Linear simultaneous differential equations

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Definition

A simultaneous differential equation is one of a set of mathematical equations, involving derivatives of an indefinite function of one or more variables taken to various orders, that together relate the values of the function. Differential equations play an important role in engineering, physics, economics, and other disciplines. This analysis concentrates on linear equations with Constant Coefficients.

Using the D Operator

The D operator is a linear operator applied to functions and which is defined as $\displaystyle \frac{d}{dx}\equiv D$ .
For example $D(3x+4)=3$

Example 1
Problem

$\frac{d^2x}{dt^2} - 4\frac{dy}{dx} + 4x = y}$

$\frac{d^2y}{dt^2} + 4\frac{dy}{dt} + 4y = 25x + 16\,e^t$

Workings

The equations may be written as:

$$(D^2 - 4D + 4)\,x = y$$
(1)
$$(D^2 + 4D + 4)\,y = 25\,x + 16\,e^t$$
(2)

Eliminating y from equations (1) and (2)

$(D^2 + 4D + 4)(D^2 - 4D + 4)\,x = 25x + 16\,e^t$ i.e. $(D^2 + 4)^2 - 16D^2 - 25\,x = 16\,e^t$

$\therefore\;\;\;\;(D^4 - 8D^2 - 9) = 16\,e^t$

$\therefore\;\;\;\;(D^2 - 9)(D^2 + 1) = 16\,e^t$

$\therefore\;\;\;x = A\,e^{3t} + B\,e^{-3t} + E\,cos\,t + F\,sin\,t + \frac{1}{(D^2\,-\,9)(D^2\,+\,1)}\times16\,e^t$

$\mathbf{Thus\;\;\;\;x = A\,e^{3t} + B\,e^{-3t} + E\,cos\,t + F\,sin\,t - e^t}$

Solution

From equation (1) $y = (D^2 - 4D + 4)[A\,e^{3t} + B\,e^{-3t} + E\,cos\,t + F\,sin\,t - e^t]$ Therefore $\matbhf{y = A\,e^{3t} + 25\,B\,e^{-3t} + E\,(3\,cos\,t + 4\,sin\,t) + F\,(3\,sin\,t\;-\,4\,cos\,t) - e^t}$

Using Laplace transform

Laplace transform or the Laplace operator is a linear operator applied to functions and which is defined as $\mathcal{L}\left\{f(x)\right\}=\int_{0}^{\infty}e^{-st}f(t)dt$ where $s\in\mathbb{C}$

Example 1
Problem

Apply the Laplace Transform and find $X(s)$ and $Y(s)$ :

$2\frac{dx}{dt} + \frac{dy}{dt} + 90\,x = 45$

$\frac{dx}{dt} + 2\frac{dy}{dt} + 240\,y = 0$

Give that $x = y = 0$ at $t = 0$

Workings

The equations may be written as:

$2\mathhf{L\{\frac{dx}{dt}\}} + \mathhf{L\{\frac{dy}{dt}\}} + \mathhf{L\{90\,x\}} = \mathhf{L\{45\}}$

$\mathhf{L\{\frac{dx}{dt}\}} + 2\mathhf{L\{\frac{dy}{dt}\}} + \mathhf{L\{240\,y\}} = 0$ Hence $2(sX(s)-x(0)) + (sY(s)-y(0)) + 90\,X(s) = \frac{45}{s}$

$(sX(s)-x(0)) + 2(sY(s)-y(0)) + 240\,Y(s) = 0$ Therefore

$$(2s+90)X(s)+2Y(s)=\frac{45}{s}$$
(5)
$$sX(s)+(2s+240)Y(s)=0$$
(6)

Then we multiply the equation (5) with $(s+120)$ :

$$(2s+90)(s+120)X(s)+(2s+240)Y(s)=(s+120)\frac{45}{s}$$
(7)

We subtract equation (6) from equation (7) : $((2s+90)(s+120)-s)X(s)=(s+120)\frac{45}{s}$

Solution

Therefore $X(s)=\frac{45(s+120)}{s(2s^2+329s+10800)}$ From equation (6) we get : $Y(s)=\frac{2s+240}{s}X(s)$